+132.2%
COP vs HST
+82.3%
+49.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +4.4% | +3.6% | +0.8% | +3.3% |
| 30D | 0.0% | +11.2% | -11.3% | -3.4% |
| 3M | +15.0% | +13.1% | +1.9% | +10.5% |
| 6M | +22.0% | +23.9% | -1.9% | +12.9% |
| YTD | +55.3% | +52.3% | +3.1% | +32.5% |
| 1Y | +64.1% | +56.7% | +7.5% | +38.5% |
| 3Y | +34.1% | +87.5% | -53.4% | +3.4% |
| All | +132.2% | +82.3% | +49.9% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling